Is is possilbe to have an automated e-mail from sql server 2005 when the CPU utilization is highto add on, it would be really helpfull if the automate e-mail comes with the query and its long execution timings which is causing the trouble .

There isn't a native tool for that. You could schedule a job that would periodically check the CPU level and do what you needed if it found it out of range.

Most shops would use a standard 3rd party tool for that. Red Gate SQL Monitor might do what you need (see link at top-right of this page). Solar Winds can monitor that kind of thing pretty well. There are other tools if you Bing/Google "monitor SQL Server CPU", you'll find a number of products, and you can compare features and prices and call the companies if you have questions.

What about using perfmon to check CPU utilization and send an e-mail alert if it is over a set threshold? You could even instead of having perfmon send an e-mail have perfmon run a query through sqlcmd that does the query and uses sp_send_dbmail to send you the result.

Quite some time ago I implemented three processes in SQL. The first one was CPU intenstive, the second was I/O intensive and the third one was Network intensive. I actually ran these processes via a scheduler and then measured how much elapsed time each took. When the elapsed time wend beyond a certain threshold X times a day it would fire an email.It's a bit of a different approach. But I found it very effective.